Anic Equity¶

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Total return since start: 0.588 %¶

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Equity now: -----------------------------> 48517.91 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44456.31 Kr¶

PnL: ---------------------------------------> -599.69 Kr¶

DD now: ---------------------------------> -8.664 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 13:13:33.646388'

Anic Portfolio¶

Today¶

Return: 0.423 %¶

This Week¶

Return: -1.593 %¶

Total portfolio value¶

Return including deposits: 58.835 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.730000 1616.580000 147.580000 10.050000 1468.999998
Hexatronic Group 12 7.410000 1071.120000 104.120000 10.770000 966.999996
Hoist Finance 35 1.550000 1029.000000 49.000000 5.000000 980.000000
VEF 909 3.380000 1892.540000 42.540000 2.300000 1850.000436
INVISIO 16 1.970000 3728.000000 39.000000 1.060000 3689.000000
OX2 13 0.270000 974.350000 24.350000 2.560000 949.999999
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Clas Ohlson B 12 5.600000 984.000000 11.000000 1.130000 972.999996
Atrium Ljungberg B 5 -2.070000 945.000000 10.000000 1.070000 935.000000
Gränges 9 2.260000 936.900000 8.900000 0.960000 927.999999
HEXPOL B 9 1.870000 1027.800000 6.800000 0.670000 1020.999996
Sagax B 4 0.280000 858.000000 4.000000 0.470000 854.000000
JM 6 -0.550000 867.600000 3.600000 0.420000 864.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -1.810000 782.800000 -9.200000 -1.160000 792.000000
Bilia A 8 1.370000 890.400000 -9.600000 -1.070000 900.000000
Byggmax Group 33 2.580000 944.460000 -11.540000 -1.210000 956.000001
AcadeMedia 8 -3.760000 384.960000 -17.040000 -4.240000 402.000000
Addnode Group B 11 2.380000 899.800000 -21.200000 -2.300000 921.000003
SKF B 5 2.050000 918.750000 -21.250000 -2.260000 940.000000
Biotage 7 -1.130000 919.100000 -21.900000 -2.330000 940.999997
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
ASSA ABLOY B 3 -0.200000 751.500000 -27.500000 -3.530000 779.000001
EQT 4 0.860000 800.000000 -32.000000 -3.850000 832.000000
Alimak Group 11 1.120000 893.200000 -34.800000 -3.750000 927.999996
Latour B 4 1.340000 816.800000 -40.200000 -4.690000 857.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Bufab 3 2.780000 1063.800000 -45.200000 -4.080000 1109.000001
Platzer Fastigheter Holding B 12 0.260000 910.800000 -50.200000 -5.220000 960.999996
Vitec Software Group B 2 1.770000 1035.000000 -52.000000 -4.780000 1087.000000
Indutrade 5 0.740000 1161.500000 -56.500000 -4.640000 1218.000000
Orrön Energy 180 0.690000 1965.600000 -77.400000 -3.790000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44447.100000 -608.900000 -8.68151% 45056.000411

Updated:¶

'2023-07-07 13:11:29.613763'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶